+219.2%
ALLE vs RRC
+59.4%
+159.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -0.6% | -10.8% | +10.3% | +0.5% |
| 30D | +25.3% | +22.3% | +3.0% | +22.8% |
| 3M | +10.3% | +26.6% | -16.3% | +7.7% |
| 6M | +38.0% | +18.9% | +19.1% | +35.3% |
| YTD | +17.8% | +39.2% | -21.4% | +13.6% |
| 1Y | +13.6% | +34.0% | -20.4% | +9.8% |
| 3Y | +89.2% | +42.0% | +47.2% | +80.2% |
| 5Y | +51.1% | +111.9% | -60.8% | +36.2% |
| All | +219.2% | +59.4% | +159.8% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling